+46.3%
VMC vs TECK
+199.3%
-153.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.9% |
| 7D | -5.3% | +4.9% | -10.2% | -6.1% |
| 30D | -12.3% | +5.2% | -17.5% | -13.0% |
| 3M | -10.3% | +13.8% | -24.1% | -12.4% |
| 6M | -8.6% | +38.5% | -47.1% | -14.0% |
| YTD | -11.9% | +47.3% | -59.2% | -18.3% |
| 1Y | -13.9% | +81.0% | -94.9% | -23.1% |
| 3Y | +18.2% | +79.9% | -61.7% | +3.0% |
| All | +46.3% | +199.3% | -153.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling